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feat: production paper trading platform

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Курнат Андрей
2026-07-14 22:52:47 +03:00
parent 7186acb9a1
commit 5c4aecfe5f
29 changed files with 396 additions and 564 deletions
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tools/run_torch_retrain.ps1
+5 -43
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@@ -22,12 +22,6 @@ param(
[int]$HoldoutWindow = 0,
[string]$Interval = "",
[string]$EnvFile = "",
[switch]$DeployToPi,
[string]$PiHost = "",
[string]$PiUser = "",
[string]$PiRoot = "",
[string]$PiSshKeyPath = "",
[switch]$NoPiRestart,
[switch]$Pooled,
[switch]$SkipGuard,
[switch]$ResumeCandidate
@@ -105,44 +99,13 @@ function Test-TorchArtifactFile {
}
}
function Sync-AcceptedArtifactsToPi {
if (-not ($DeployToPi -or $env:TORCH_RETRAIN_DEPLOY_TO_PI)) {
Write-RetrainLog "Pi artifact sync disabled."
return
}
$syncScript = Join-Path $RepoRoot "tools\sync_torch_artifacts_to_pi.ps1"
if (-not (Test-Path $syncScript)) {
throw "Pi sync script not found: $syncScript"
}
$syncArgs = @(
"-NoProfile",
"-ExecutionPolicy", "Bypass",
"-File", $syncScript,
"-RepoRoot", $RepoRoot
)
if ($PiHost) { $syncArgs += @("-RemoteHost", $PiHost) }
if ($PiUser) { $syncArgs += @("-RemoteUser", $PiUser) }
if ($PiRoot) { $syncArgs += @("-RemoteRoot", $PiRoot) }
if ($PiSshKeyPath) { $syncArgs += @("-SshKeyPath", $PiSshKeyPath) }
if ($NoPiRestart) { $syncArgs += "-NoRestart" }
Write-RetrainLog "Syncing accepted Torch artifacts to Raspberry Pi."
& powershell.exe @syncArgs 2>&1 | Tee-Object -FilePath $LogFile -Append
if ($LASTEXITCODE -ne 0) {
throw "Pi artifact sync failed with exit code $LASTEXITCODE."
}
Write-RetrainLog "Pi artifact sync completed."
}
if (-not $Symbols -and $env:TORCH_RETRAIN_SYMBOLS) { $Symbols = $env:TORCH_RETRAIN_SYMBOLS }
if ($Limit -le 0) {
$Limit = if ($env:TORCH_RETRAIN_LIMIT) { [int]$env:TORCH_RETRAIN_LIMIT } else { 6000 }
$Limit = if ($env:TORCH_RETRAIN_LIMIT) { [int]$env:TORCH_RETRAIN_LIMIT } else { 4000 }
}
if (-not $Lookbacks) { $Lookbacks = if ($env:TORCH_RETRAIN_LOOKBACKS) { $env:TORCH_RETRAIN_LOOKBACKS } else { "32,64,128" } }
if (-not $Architectures) { $Architectures = if ($env:TORCH_RETRAIN_ARCHITECTURES) { $env:TORCH_RETRAIN_ARCHITECTURES } else { "lstm,gru" } }
if (-not $HiddenSizes) { $HiddenSizes = if ($env:TORCH_RETRAIN_HIDDEN_SIZES) { $env:TORCH_RETRAIN_HIDDEN_SIZES } else { "64,96" } }
if (-not $Lookbacks) { $Lookbacks = if ($env:TORCH_RETRAIN_LOOKBACKS) { $env:TORCH_RETRAIN_LOOKBACKS } else { "64" } }
if (-not $Architectures) { $Architectures = if ($env:TORCH_RETRAIN_ARCHITECTURES) { $env:TORCH_RETRAIN_ARCHITECTURES } else { "lstm" } }
if (-not $HiddenSizes) { $HiddenSizes = if ($env:TORCH_RETRAIN_HIDDEN_SIZES) { $env:TORCH_RETRAIN_HIDDEN_SIZES } else { "64" } }
if (-not $Layers) { $Layers = if ($env:TORCH_RETRAIN_LAYERS) { $env:TORCH_RETRAIN_LAYERS } else { "2" } }
if (-not $Dropouts) { $Dropouts = if ($env:TORCH_RETRAIN_DROPOUTS) { $env:TORCH_RETRAIN_DROPOUTS } else { "0.20" } }
if ($Horizon -le 0) { $Horizon = if ($env:TORCH_RETRAIN_HORIZON) { [int]$env:TORCH_RETRAIN_HORIZON } else { 12 } }
@@ -154,7 +117,7 @@ if (-not $EnsembleSeeds) { $EnsembleSeeds = if ($env:TORCH_RETRAIN_ENSEMBLE_SEED
if ($SelectionFolds -le 0) { $SelectionFolds = if ($env:TORCH_RETRAIN_SELECTION_FOLDS) { [int]$env:TORCH_RETRAIN_SELECTION_FOLDS } else { 3 } }
if ($LearningRate -le 0) { $LearningRate = if ($env:TORCH_RETRAIN_LEARNING_RATE) { [double]$env:TORCH_RETRAIN_LEARNING_RATE } else { 0.0007 } }
if ($WeightDecay -le 0) { $WeightDecay = if ($env:TORCH_RETRAIN_WEIGHT_DECAY) { [double]$env:TORCH_RETRAIN_WEIGHT_DECAY } else { 0.0005 } }
if ($Epochs -le 0) { $Epochs = if ($env:TORCH_RETRAIN_EPOCHS) { [int]$env:TORCH_RETRAIN_EPOCHS } else { 70 } }
if ($Epochs -le 0) { $Epochs = if ($env:TORCH_RETRAIN_EPOCHS) { [int]$env:TORCH_RETRAIN_EPOCHS } else { 50 } }
if ($Patience -le 0) { $Patience = if ($env:TORCH_RETRAIN_PATIENCE) { [int]$env:TORCH_RETRAIN_PATIENCE } else { 8 } }
if ($ValidationWindow -le 0) { $ValidationWindow = if ($env:TORCH_RETRAIN_VALIDATION_WINDOW) { [int]$env:TORCH_RETRAIN_VALIDATION_WINDOW } else { 720 } }
if ($HoldoutWindow -le 0) { $HoldoutWindow = if ($env:TORCH_RETRAIN_HOLDOUT_WINDOW) { [int]$env:TORCH_RETRAIN_HOLDOUT_WINDOW } else { 1000 } }
@@ -302,7 +265,6 @@ try {
Write-RetrainLog "Updated active threshold calibration: $(Join-Path $RuntimeDir "torch_threshold_calibration.json")"
}
Write-RetrainLog "Candidate accepted by guard. Active artifact: $ModelFile"
Sync-AcceptedArtifactsToPi
}
catch {
Write-RetrainLog "ERROR: $($_.Exception.Message)"